University of Sussex
Browse

Freeness over the diagonal for large random matrices

Download (2.13 MB)
journal contribution
posted on 2024-11-27, 12:18 authored by Benson Au, Guillaume Cébron, Antoine DahlqvistAntoine Dahlqvist, Franck Gabriel, Camille Male
We prove that independent families of permutation invariant random matrices are asymptotically free with amalgamation over the diagonal, both in expectation and in probability, under a uniform boundedness assumption on the operator norm. We can relax the operator norm assumption to an estimate on sums associated to graphs of matrices, further extending the range of applications (e.g., to Wigner matrices with exploding moments and the sparse regime of the Erdos–Rényi model). The result still holds even if the matrices are multiplied entrywise by random variables satisfying a certain growth condition (e.g., as in the case of matrices with a variance profile and percolation models). Our analysis relies on a modified method of moments based on graph observables.

History

Publication status

  • Published

File Version

  • Published version

Journal

Annals of Probability

ISSN

0091-1798

Publisher

Institute of Mathematical Statistics

Issue

1

Volume

49

Page range

157-179

Department affiliated with

  • Mathematics Publications

Research groups affiliated with

  • Probability and Statistics Research Group Publications

Institution

University of Sussex

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2020-05-12

First Open Access (FOA) Date

2021-03-19

First Compliant Deposit (FCD) Date

2020-05-11

Usage metrics

    University of Sussex (Publications)

    Categories

    No categories selected

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC